Student's t-Distribution |
(continuous probability dist for equations) |
Usage: |
StudentTDist (x, n) |
Definition: |
((n+1)/2) / [sqrt(n pi) (n/2) (1+x^2/n)^((n+1)/2) |
Required: |
n > 0 |
Support: |
- ¥ < x < ¥ |
Moments: |
m = 0 ^2 = n / (n - 2) for n >2 g1 = 0 for n >3 b2 = 6 / (n - 4) for n >4 |
The t-distribution or Student's t-distribution arises in the problem of estimating the mean of a normally distributed population when the sample size is small.